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TSLI.L vs. TSLI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLI.L vs. TSLI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE). The values are adjusted to include any dividend payments, if applicable.

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TSLI.L vs. TSLI.DE - Yearly Performance Comparison


2026 (YTD)20252024
TSLI.L
IncomeShares Tesla TSLA Options ETP
-14.42%40.52%12.11%
TSLI.DE
IncomeShares Tesla TSLA Options ETP EUR
-15.53%43.55%11.39%
Different Trading Currencies

TSLI.L is traded in USD, while TSLI.DE is traded in EUR. To make them comparable, the TSLI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLI.L achieves a -14.42% return, which is significantly higher than TSLI.DE's -15.53% return.


TSLI.L

1D
0.65%
1M
-6.53%
YTD
-14.42%
6M
1.95%
1Y
73.26%
3Y*
5Y*
10Y*

TSLI.DE

1D
0.81%
1M
-6.10%
YTD
-15.53%
6M
2.63%
1Y
72.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLI.L vs. TSLI.DE - Expense Ratio Comparison

Both TSLI.L and TSLI.DE have an expense ratio of 0.55%.


Return for Risk

TSLI.L vs. TSLI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLI.L
TSLI.L Risk / Return Rank: 8484
Overall Rank
TSLI.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 7979
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 7777
Martin Ratio Rank

TSLI.DE
TSLI.DE Risk / Return Rank: 7575
Overall Rank
TSLI.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
TSLI.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
TSLI.DE Omega Ratio Rank: 6868
Omega Ratio Rank
TSLI.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
TSLI.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLI.L vs. TSLI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


TSLI.LTSLI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.75

+0.09

Sortino ratio

Return per unit of downside risk

2.42

2.24

+0.17

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

3.12

3.07

+0.05

Martin ratio

Return relative to average drawdown

8.08

7.94

+0.14

TSLI.L vs. TSLI.DE - Sharpe Ratio Comparison

The current TSLI.L Sharpe Ratio is 1.84, which is comparable to the TSLI.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TSLI.L and TSLI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSLI.LTSLI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.75

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.57

+0.13

Correlation

The correlation between TSLI.L and TSLI.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSLI.L vs. TSLI.DE - Dividend Comparison

TSLI.L's dividend yield for the trailing twelve months is around 84.54%, which matches TSLI.DE's 84.88% yield.


TTM20252024
TSLI.L
IncomeShares Tesla TSLA Options ETP
84.54%73.68%19.21%
TSLI.DE
IncomeShares Tesla TSLA Options ETP EUR
84.88%77.04%11.38%

Drawdowns

TSLI.L vs. TSLI.DE - Drawdown Comparison

The maximum TSLI.L drawdown since its inception was -41.20%, roughly equal to the maximum TSLI.DE drawdown of -40.78%. Use the drawdown chart below to compare losses from any high point for TSLI.L and TSLI.DE.


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Drawdown Indicators


TSLI.LTSLI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-43.50%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-18.52%

-1.77%

Current Drawdown

Current decline from peak

-19.77%

-18.25%

-1.52%

Average Drawdown

Average peak-to-trough decline

-11.61%

-15.74%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

8.12%

-0.29%

Volatility

TSLI.L vs. TSLI.DE - Volatility Comparison

IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) have volatilities of 8.65% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLI.LTSLI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

8.49%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

23.86%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

39.75%

41.43%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.16%

43.84%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.16%

43.84%

-0.68%